Light-matter interactions are one of the primary methods by which scientists study structure-property relationships in materials. Optical characterization – a set of tech- niques that use wavelengths of light visible to the human eye – has proven to be a powerful class of methods to reveal the structure and symmetry of materials. Here, we use second harmonic generation (SHG) and time-resolved optical pump probe spectroscopy to study phase transitions in complex oxide thin films with perovskite-like structure.A primary focus of this work is the study of electronic symmetry breaking in thin films of epitaxially-strained Sr2RuO4. Once thought to be a candidate solid-state analogue of the A phase of superfluid helium-3, Sr2RuO4 has been the subject of renewed research interest after the hypothesis of its spin-triplet superconductivity was struck down. Ostensibly a textbook example of a Fermi liquid, Sr2RuO4 has one of the most well studied normal states of any material, and its crystal growth has been refined to achieve mean free paths of over a micrometer. With an extraordinarily well-studied fermiology, Sr2RuO4 is well poised as a testing ground for theories of correlated electrons. Here, we study epitaxially strained Sr2RuO4 with time-resolved optical pump probe spectroscopy and reveal the presence of an electronic nematic phase in the normal state. The temperature dependence of both a static optical dichroism and a transient reflectivity anisotropy are modeled well by an Ising-like order parameter. A microscopic explanation of the electronic symmetry breaking is offered through the Emery model, which explains nematic ordering through a redistribution of electron density. Our evidence of electronic nematicity in the normal state of Sr2RuO4 may have important consequences for a successful theory of the as-yet unexplained superconducting phase. Separately, a discussion is presented of strained, doped films of SrTiO3 grown by molecular beam epitaxy. As the first known semiconducting (and unconventional) superconductor, bulk SrTiO3 is known to be an incipient ferroelectric that avoids a polar transition at low temperatures. SHG is used to reveal the presence of a polar phase in strained, doped films of SrTiO3, and moreover links the ferroelectric phase with enhanced superconductivity exhibited in this system. Films are doped across various carrier densities to find the polar phase boundary, which is shown to coincide with aborted super- conductivity, clarifying the role of polar fluctuations as a pairing mechanism. The effect of magnetic dopants is also studied, where Eu is used to introduce localized, unpaired f-electrons. It is found that both the polar and superconducting phases are insensitive to magnetic dopants up to a few percent and are surprisingly robust to even higher levels of magnetic doping. The paradigm of local polar order is also discussed in the context of superconducting pairing. Although enhanced superconductivity in SrTiO3 is intricatelylinked with broken inversion symmetry, it appears that a global polar phase is not re- quired to mediate electron pairing; rather, polar nanodomains are sufficient to support the superconducting phase. Finally, a brief chapter is included that presents preliminary measurements of Ca2RuO4 thin films. Optical pump probe measurements support the discovery of a photoinduced picosecond volume expansion which results in a later-time insulator-metal transition. The effects of temperature and optical pump fluence on the transient response are also explored; a nontrivial dependence on pump fluence is discovered at low temperature, as well as coherent oscillations, which motivate future investigation of the system.